Ornstein–Uhlenbeck process (with jumps)
GPTKB entity
Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:describedBy |
gptkb:stochastic_process
|
| gptkbp:driven_by |
gptkb:Poisson_process
Brownian motion |
| gptkbp:generalizes |
gptkb:Ornstein–Uhlenbeck_process
|
| gptkbp:hasProperty |
gptkb:Markov_property
stationary increments mean-reverting |
| https://www.w3.org/2000/01/rdf-schema#label |
Ornstein–Uhlenbeck process (with jumps)
|
| gptkbp:namedAfter |
gptkb:George_Uhlenbeck
gptkb:Leonard_Ornstein |
| gptkbp:type |
gptkb:Ornstein–Uhlenbeck_process
jump diffusion process |
| gptkbp:used_in |
biology
mathematical finance physics |
| gptkbp:bfsParent |
gptkb:Lévy_processes
|
| gptkbp:bfsLayer |
6
|